WLGAX vs. FSELX

In the year-to-date period, WLGAX achieves a -7.51% return, which is significantly higher than FSELX's -21.78% return. Over the past 10 years, WLGAX has underperformed FSELX with an annualized return of 5.69%, while FSELX has yielded a comparatively higher 13.64% annualized return.

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WLGAX has a 0.89% expense ratio, which is higher than FSELX's 0.68% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Delaware Ivy Large Cap Growth Fund (WLGAX) and Fidelity Select Semiconductors Portfolio (FSELX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current WLGAX Sharpe Ratio is 0.35, which is higher than the FSELX Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of WLGAX and FSELX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither WLGAX nor FSELX has paid dividends to shareholders.

The maximum WLGAX drawdown since its inception was -50.18%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for WLGAX and FSELX. For additional features, visit the drawdowns tool.

The current volatility for Delaware Ivy Large Cap Growth Fund (WLGAX) is 14.12%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 26.53%. This indicates that WLGAX experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.